+7.6%
GAP vs VYM
+77.5%
-69.9%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +0.7% | +2.2% | +1.6% |
| 7D | -4.1% | -0.8% | -3.3% | -2.6% |
| 30D | +6.2% | -2.2% | +8.5% | +10.9% |
| 3M | -0.7% | +3.1% | -3.8% | -6.1% |
| 6M | -7.1% | +9.7% | -16.8% | -22.1% |
| YTD | -14.1% | +14.9% | -29.0% | -33.7% |
| 1Y | -8.5% | +17.6% | -26.1% | -32.1% |
| 3Y | +115.4% | +65.3% | +50.1% | -14.1% |
| All | +7.6% | +77.5% | -69.9% | -59.5% |
Cumulative growth
Daily Returns
Daily percentage return beside VYM.
Daily Out/Under-Performance
Portfolio return minus VYM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VYM return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded VYM wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling